this work references cited by second hopReferences
- 1985A Theory of the Term Structure of Interest Rates8,333 cited
- 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
- 1984Forward and spot exchange rates2,167 cited
- 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
- 1991Continuous-Time Finance.1,788 cited
- 1995The handbook of international economics1,373 cited
- 1982Interest rates and currency prices in a two-country world1,256 cited
- 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
- 1995How Wide is the Border?1,059 cited
- 1994Controlled markov processes and viscosity solutions1,024 cited
- 1990Anomalies: Foreign Exchange902 cited
- 1981A model of international asset pricing807 cited
- 2002The Message in Daily Exchange Rates791 cited
- 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
- 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
- 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work